Anic Equity¶

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Total return since start: 0.567 %¶

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Equity now: -----------------------------> 47860.96 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46465.99 Kr¶

PnL: ---------------------------------------> -422.58 Kr¶

DD now: ---------------------------------> -1.581 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-25 09:52:57.775830'

Anic Portfolio¶

This Week¶

Return: -0.087 %¶

Total¶

Return: 56.718 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.250000 2782.500000 146.500000 5.560000 2636.000010
Beijer Electronics Group 26 0.670000 3114.800000 143.800000 4.840000 2971.000006
FM Mattsson Mora Group B 50 -1.610000 3050.000000 123.000000 4.200000 2927.000000
SAAB B 8 1.170000 3447.200000 70.200000 2.080000 3377.000000
Boozt 12 0.570000 1706.400000 52.400000 3.170000 1653.999996
Corem Property Group B 59 0.470000 625.400000 48.400000 8.390000 576.999999
AcadeMedia 12 -1.340000 599.040000 42.040000 7.550000 557.000004
Samhällsbyggnadsbo. i Norden B 20 1.000000 394.800000 39.800000 11.210000 355.000000
MedCap 2 0.660000 459.000000 38.000000 9.030000 421.000000
Resurs Holding 22 0.040000 609.620000 35.620000 6.210000 573.999998
Nordea Bank Abp 29 0.910000 3485.800000 31.800000 0.920000 3453.999992
HMS Networks 2 -1.290000 701.600000 28.600000 4.250000 673.000000
Securitas B 6 -0.060000 588.240000 18.240000 3.200000 570.000000
Swedbank A 3 0.000000 581.100000 17.100000 3.030000 564.000000
OEM International B 7 0.910000 543.900000 15.900000 3.010000 527.999997
Intrum 4 -0.480000 542.800000 15.800000 3.000000 527.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 575.400000 13.400000 2.380000 562.000005
Eastnine 4 -0.470000 504.000000 13.000000 2.650000 491.000000
Coor Service Management Hold. 8 0.150000 542.800000 10.800000 2.030000 532.000000
Norva24 Group 16 -2.430000 552.640000 9.640000 1.780000 543.000000
Samhällsbyggnadsbo. i Norden D 12 0.380000 251.280000 5.280000 2.150000 246.000000
Karnov Group 9 -0.330000 540.900000 4.900000 0.910000 536.000004
Handelsbanken A 5 0.140000 548.500000 2.500000 0.460000 546.000000
Creaspac SPAC 6 0.000000 575.400000 -1.600000 -0.280000 577.000002
Essity B 2 -0.070000 560.200000 -13.800000 -2.400000 574.000000
Midsona B 63 -1.210000 567.000000 -16.000000 -2.740000 582.999984
CTEK 13 -0.300000 515.840000 -18.160000 -3.400000 533.999999
Essity A 4 -0.530000 1124.000000 -25.000000 -2.180000 1149.000000
International Petroleum Corp. 5 -1.080000 552.000000 -42.570000 -7.160000 594.565215
Sampo Oyj SDB 7 -0.280000 3797.500000 -52.500000 -1.360000 3850.000000
Vivesto 1368 0.500000 549.940000 -63.060000 -10.290000 612.999432
Axfood 13 0.830000 3612.700000 -143.300000 -3.820000 3756.000001
Fasadgruppen Group 35 1.570000 3633.000000 -178.000000 -4.670000 3810.999990
OX2 18 -1.060000 1432.800000 -231.200000 -13.890000 1663.999992
Ovzon 52 -2.000000 2808.000000 -554.000000 -16.480000 3361.999992
TOTAL 46476.100000 -412.470000 -1.5604% 46888.564618

Updated:¶

'2023-01-25 09:51:57.119580'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶